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Probability & Random Processes - Electrial Eng

Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches (0471708585) cover image
Textbook
by Dan Simon
June 2006, ©2006, Hardcover (E-book also available)
Random Processes: Filtering, Estimation, and Detection (0471259756) cover image
by Lonnie C. Ludeman
January 2003, Hardcover, Wiley-IEEE Press